Uses of Class
com.github.vonrosen.quantlib.HestonModel

Uses of HestonModel in com.github.vonrosen.quantlib

Subclasses of HestonModel in com.github.vonrosen.quantlib

Modifier and Type	Class and Description
class	BatesModel

Methods in com.github.vonrosen.quantlib with parameters of type HestonModel

Modifier and Type	Method and Description
protected static long	HestonModel.getCPtr(HestonModel obj)
static double	QuantLibJNI.HestonModel_kappa(long jarg1, HestonModel jarg1_)
static double	QuantLibJNI.HestonModel_rho(long jarg1, HestonModel jarg1_)
static double	QuantLibJNI.HestonModel_sigma(long jarg1, HestonModel jarg1_)
static double	QuantLibJNI.HestonModel_theta(long jarg1, HestonModel jarg1_)
static double	QuantLibJNI.HestonModel_v0(long jarg1, HestonModel jarg1_)
static long	QuantLibJNI.new_AnalyticHestonEngine__SWIG_0(long jarg1, HestonModel jarg1_, long jarg2)
static long	QuantLibJNI.new_AnalyticHestonEngine__SWIG_1(long jarg1, HestonModel jarg1_)
static long	QuantLibJNI.new_AnalyticHestonEngine__SWIG_2(long jarg1, HestonModel jarg1_, double jarg2, long jarg3)

Constructors in com.github.vonrosen.quantlib with parameters of type HestonModel

Constructor and Description
AnalyticHestonEngine(HestonModel model)
AnalyticHestonEngine(HestonModel model, double relTolerance, long maxEvaluations)
AnalyticHestonEngine(HestonModel model, long integrationOrder)